+115.6%
CRBG vs SCCO
+404.3%
-288.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.8% | +1.5% |
| 7D | +0.6% | -2.7% | +3.2% | +1.0% |
| 30D | +2.6% | -0.7% | +3.4% | +2.3% |
| 3M | +24.0% | +8.1% | +15.9% | +20.9% |
| 6M | +50.5% | +4.1% | +46.4% | +46.4% |
| YTD | +17.1% | +41.1% | -24.0% | +3.4% |
| 1Y | +5.9% | +95.6% | -89.7% | -15.6% |
| 3Y | +122.7% | +179.3% | -56.5% | +53.4% |
| All | +115.6% | +404.3% | -288.7% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SCCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling